Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 13.102039 14.974880 17.005781 19.369793 22.044060 24.973605 28.424221
2024-10-20 10.140463 12.602991 15.487687 19.109047 23.526235 28.731361 35.322668
2024-10-27 8.217862 10.783094 13.941543 18.103393 23.429406 30.002069 38.713124
2024-11-03 7.349450 10.108558 13.655263 18.527878 25.025329 33.365807 44.856253
2024-11-10 6.686878 9.580385 13.440978 18.938939 26.533551 36.616054 50.971992
2024-11-17 5.942325 8.841662 12.845461 18.739287 27.148621 38.661584 55.554411
2024-11-24 5.273912 8.127839 12.196762 18.372682 27.451422 40.237203 59.521372
2024-12-01 4.815990 7.667346 11.854139 18.390580 28.265973 42.537966 64.611360
2024-12-08 4.495026 7.376434 11.724861 18.693426 29.491659 45.473964 70.770707
2024-12-15 4.172737 7.048962 11.504654 18.825203 30.445127 48.036790 76.496442
2024-12-22 3.822308 6.641382 11.120757 18.659676 30.907269 49.856948 81.164293
2024-12-29 3.582969 6.392675 10.964837 18.835652 31.902989 52.535403 87.295913
2025-01-05 3.434496 6.290632 11.049108 19.425113 33.631306 56.513132 95.809042
2025-01-12 3.157471 5.940974 10.691658 19.246429 34.075145 58.448519 101.128174
2025-01-19 2.766906 5.351773 9.873722 18.208093 32.978804 57.762083 102.024699
2025-01-26 2.649921 5.250727 9.899713 18.643549 34.441675 61.426713 110.452621
2025-02-02 2.538387 5.149054 9.914267 19.054156 35.878358 65.115386 119.113924
2025-02-09 2.350624 4.884227 9.608848 18.854288 36.199176 66.874215 124.484008
2025-02-16 2.158014 4.592409 9.229438 18.485243 36.178493 68.015217 128.799036
2025-02-23 2.030427 4.419433 9.061983 18.503343 36.872094 70.464075 135.594549
2025-03-02 1.946258 4.327879 9.044689 18.807920 38.121566 73.985025 144.535085
2025-03-09 1.848828 4.199896 8.944944 18.940475 39.042720 76.939327 152.565619
2025-03-16 1.727440 4.009971 8.705593 18.773981 39.362728 78.772164 158.559819